I don't think exporting dynamic hair will work. Cage has a script that will bake dynamics into hair (and clothing I think) here http://www.renderosity.com/mod/forumpro/showthread.php?thread_id=2839086&page=3#message_3861962 But a word of warnig. The skull cap must be in a 0,0,0 position when it's not parented to a figure. having it zeroed while parented or having the firgure zeroed won't help. The hair group will fly off. You need to run the script with the hair group selected and run it for each group. You can them use the animation palate to move the key frame that is created around.

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